An Investigation into the Effects of Asymmetry on Robust Estimates of Regression.
Abstract
We investigate the effects of asymmetry errors on robust regression estimates. Theoretical and Monte-Carlo results show that slopes are essentially unaffected but that the intercept has a bias and its variance is difficult to access. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1978
- Accession Number
- ADA072597
Entities
People
- Raymond J. Carroll
Organizations
- University of North Carolina at Chapel Hill